I’m having this same problem and I do not have a USB plugged in.
When running the game, it says no disk in drive. I click continue. A dark window pops up, then it closes and no disk in drive pops up again. I click continue, and an Unreal Engine Editor has crashed dialog pops up.
I do have virtual clone drive so that I can run ISO files (my laptop computer doesn’t have a physical CD drive).
Edit: It turns out that I had an old version of UE4 on my laptop. But I would like it to run on a computer without the editor. I cannot find the “Shipping” option others have talked about.